On some aspects in stochastic dynamic programming with terminal region

DOI10.1016/0022-247X(78)90169-5zbMath0391.93040OpenAlexW2073213094MaRDI QIDQ1251628

Hideki Kokame

Publication date: 1978

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0022-247x(78)90169-5

zbMATH Keywords

Markov Controlled ModelOptimum Cost FunctionStochastic Dynamic ProgrammingSufficient Conditions for Uniqueness

Mathematics Subject Classification ID

Stochastic systems and control (93E99) Optimality conditions for problems involving randomness (49K45)

Cites Work

• Markovian Decision Processes with Compact Action Spaces
• Discounted Dynamic Programming
• Negative Dynamic Programming
• Optimal Discounted Stochastic Control for Diffusion Processes
• On continuous dynamic programming with discrete time-parameter
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